E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 5,352.50 5,329.25 -23.25 -0.4% 5,323.50
High 5,361.25 5,344.50 -16.75 -0.3% 5,361.25
Low 5,310.75 5,299.00 -11.75 -0.2% 5,299.00
Close 5,332.00 5,343.25 11.25 0.2% 5,343.25
Range 50.50 45.50 -5.00 -9.9% 62.25
ATR 38.62 39.11 0.49 1.3% 0.00
Volume 240,394 211,944 -28,450 -11.8% 801,678
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,465.50 5,449.75 5,368.25
R3 5,420.00 5,404.25 5,355.75
R2 5,374.50 5,374.50 5,351.50
R1 5,358.75 5,358.75 5,347.50 5,366.50
PP 5,329.00 5,329.00 5,329.00 5,332.75
S1 5,313.25 5,313.25 5,339.00 5,321.00
S2 5,283.50 5,283.50 5,335.00
S3 5,238.00 5,267.75 5,330.75
S4 5,192.50 5,222.25 5,318.25
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,521.25 5,494.50 5,377.50
R3 5,459.00 5,432.25 5,360.25
R2 5,396.75 5,396.75 5,354.75
R1 5,370.00 5,370.00 5,349.00 5,383.50
PP 5,334.50 5,334.50 5,334.50 5,341.25
S1 5,307.75 5,307.75 5,337.50 5,321.00
S2 5,272.25 5,272.25 5,331.75
S3 5,210.00 5,245.50 5,326.25
S4 5,147.75 5,183.25 5,309.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,361.25 5,286.75 74.50 1.4% 38.00 0.7% 76% False False 194,496
10 5,361.25 5,209.75 151.50 2.8% 36.25 0.7% 88% False False 180,913
20 5,361.25 5,083.25 278.00 5.2% 37.25 0.7% 94% False False 183,696
40 5,361.25 4,850.00 511.25 9.6% 40.25 0.8% 96% False False 178,727
60 5,361.25 4,700.50 660.75 12.4% 45.00 0.8% 97% False False 154,614
80 5,361.25 4,557.00 804.25 15.1% 52.75 1.0% 98% False False 116,092
100 5,361.25 4,557.00 804.25 15.1% 51.75 1.0% 98% False False 92,943
120 5,361.25 4,557.00 804.25 15.1% 51.75 1.0% 98% False False 77,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,538.00
2.618 5,463.50
1.618 5,418.00
1.000 5,390.00
0.618 5,372.50
HIGH 5,344.50
0.618 5,327.00
0.500 5,321.75
0.382 5,316.50
LOW 5,299.00
0.618 5,271.00
1.000 5,253.50
1.618 5,225.50
2.618 5,180.00
4.250 5,105.50
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 5,336.00 5,339.00
PP 5,329.00 5,334.50
S1 5,321.75 5,330.00

These figures are updated between 7pm and 10pm EST after a trading day.

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